+177.0%
CAPR vs FGI
-74.8%
+251.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -25.2% | +18.2% | -5.6% |
| 7D | +5.9% | -14.4% | +20.3% | +6.7% |
| 30D | +44.6% | -11.8% | +56.4% | +45.4% |
| 3M | +126.4% | -46.2% | +172.6% | +131.8% |
| 6M | -68.6% | +5.2% | -73.8% | -70.3% |
| YTD | -67.0% | +10.5% | -77.5% | -70.5% |
| 1Y | +65.2% | +25.5% | +39.7% | +43.9% |
| 3Y | +235.6% | -16.0% | +251.6% | +184.2% |
| All | +177.0% | -74.8% | +251.8% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling